+308.9%
MSTR vs CG
+58.1%
+250.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | 0.0% |
| 7D | +12.2% | -4.3% | +16.5% | +16.5% |
| 30D | +45.2% | -5.1% | +50.3% | +51.4% |
| 3M | +10.4% | +8.7% | +1.7% | +1.7% |
| 6M | -2.5% | -9.2% | +6.7% | +4.8% |
| YTD | -6.0% | -18.9% | +12.8% | +11.5% |
| 1Y | -56.4% | -25.6% | -30.8% | -44.9% |
| All | +308.9% | +58.1% | +250.8% | +217.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling